Date updated:02-06-2007
This is a gap down buying system that applies to the current members of the NDX index.
The system looks at days where the overall index as represented by the QQQQ tracking stock is gapping down by a volatility adjusted amount, and buy’s the members of the index that are gapping down by an even larger but also volatility adjusted amount.
BUY Stock XYZ: If QQQQ is gapping down more than the value of VIX / 100% (so if VIX is 20 then QQQQ has to gap down more than 0.2%) AND if stock XYZ is gapping down more than the greater of 2% or VIX / 10% (so right now a stock would have to be gapping down more than 2%).
SELL: at the close.
To the left are some of the stocks that have worked very well in the system.
Simulated using 10% of equity per trade on the 300 most volatile stocks in the Nasdaq. The test runs from January 1, 2000 to Dec 31, 2006. That period encompasses bear markets, bull markets, volatile, non-volatile, meandering markets, etc.
Results:
2,992 occurrences of the system. 1841 winning trades (61.5%), average return per trade (including both wins and losses): 1.25%
2000: 88% 611 occurrences
2001: 96% 663 occurrences
2002: 128% 560 occurrences
2003: 71% 313 occurrences
2004: 62% 447 occurrences
2005: 15% 193 occurrences
2006: 10% 205 occurrences
- Top Professional Portfolios
- 1. Fidelity Contrafund - ...
- 2. Bernard L. Madoff Inve...
- 3. Argus Management
- 4. Calamos Advisors
- 5. Charlie Munger
- show all
- Top Do-It-Yourself Portfolios
- » jgroov Portfolio 1
- » ben johnson
- » my holdings
- » SC TRADE OF THE DAY
- » kudos
- show all
- Most Viewed Portfolios
- » Warren Buffett
- » George Soros
- » T. Boone Pickens - BP Cap...
- » Carl Icahn
- » Renaissance Technologies
- show all
By Roberto Pedone Posted on Feb. 8, 2010 Good Buys For Bad Times: This Barron’s article says with the U.S. economy expected to grow by only 3% in 2010, investors shou...
Posted on Feb. 8, 2010 Finance Professor Scott Rothbort will be answering questions on Stockpickr Answers on Monday, Feb. 8. Ask away! Regardless of why a stock is in...
By Jonas Elmerraji Posted on Feb. 8, 2010 Finance Professor Scott Rothbort will be answering questions on Stockpickr Answers on Monday, Feb. 8. Ask away! Investor an...
By Jonas Elmerraji Posted on Feb. 5, 2010 David Peltier will be on Stockpickr Answers on Feb. 5 to answer your questions. Ask away! Trading days like yesterday are a...
A. TelaDoc Medical Services announced that
it has launched its iTriage(TM)
application for the iPhone(TM). TelaDoc
provides physician or consumer-directed
cross coverage 24/7 delivered by primary
care doctors who diagnose medical
problems and, when appropriate,
prescribe medications. This smartphone
application significantly expands market
reach, making it easier and more
convenient for healthcare consumers to
reach a physician--whenever or wherever
they are located. Healthagen(TM)
recently announced that its iTriage(TM)
application empowers consumers to make
better healthcare decisions through
access to relevant medical information,
transparency around quality, and
information and access to local
healthcare facilities. iTriage helps
consumers evaluate their symptoms, lists
potential diagnoses and provides
locations for treatment. iTriage is
currently available in the Apple App
Store for $0.99.
A. The only one I own : SLX,
too hard pick a winner out all of them
Analyst Upgrades and EPS estimate changes for Feb. 8, 2010. more
Here is the stock list of some of the largest % losers from Feb. 8, 2010. more
Below is a list of some of the companies that have their ex-dividend date Tuesday, Feb. 9, 2010. What is the ex-dividend date? According to Dividends.com: The ex-div... more













11/25/2009 10:47 AM CST Asked by beefandy
A holiday in Kalkan could prove to be a great holiday in Turkey
09/22/2009 04:54 AM CDT Asked by beefandy
finance news
technology news
entertainment news
free press release
08/02/2009 15:07 PM CDT Asked by stock55stock
New Trading Method Revealed - www.secret4trading.com
If You Know One Hidden Secret...
Please Visit The Webpage
[url]http://www.secret4trading.com[/url]
02/16/2009 19:26 PM CST Asked by beefandy
free instant credit reports
free credit reports
improve your credit score
how to establish credit
free credit report
01/28/2009 08:51 AM CST Asked by beefandy
tractor hire hog hire fuel bowsers
12/30/2008 11:03 AM CST Asked by beefandy
earn money at home
earn money online
earn money taking online surveys
11/20/2008 07:49 AM CST Asked by beefandy
muscle cars for sale
10/07/2008 13:27 PM CDT Asked by beefandy
earn cash make money online
best acne treatment
natural acne treatment
10/01/2008 12:04 PM CDT Asked by beefandy
vote for hot moms pictures
08/20/2008 09:45 AM CDT Asked by beefandy
Doubling Stocks
Doubling Stocks is a system that uses a stock trading robot to predict successful picks